Mixed-data sampling

Econometric models involving data sampled at different frequencies are of general interest. Mixed-data sampling (MIDAS) is an econometric regression developed by Eric Ghysels with several co-authors.

Source: Wikipedia — Mixed-data sampling (CC BY-SA 4.0)

Mixed-data sampling

Econometric models involving data sampled at different frequencies are of general interest. Mixed-data sampling (MIDAS) is an econometric regression developed by Eric Ghysels with several co-authors.

Source: Wikipedia "Mixed-data sampling" · CC BY-SA 4.0

Share this article: X · Bluesky
Privacy Policy